//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Information acquisition as an...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
233
Optionspreistheorie
233
Theorie
133
Theory
133
Stochastic process
113
Stochastischer Prozess
113
Option trading
61
Optionsgeschäft
61
Volatility
47
Volatilität
47
Hedging
39
Derivat
34
Derivative
34
Martingal
33
Martingale
33
Portfolio selection
33
Portfolio-Management
33
Monte Carlo simulation
30
Monte-Carlo-Simulation
30
Black-Scholes model
27
Black-Scholes-Modell
27
CAPM
25
Yield curve
23
Zinsstruktur
23
Transaction costs
21
Transaktionskosten
21
Arbitrage Pricing
16
Arbitrage pricing
16
Mathematical programming
14
Mathematische Optimierung
14
Markov chain
13
Markov-Kette
13
Estimation theory
10
Risiko
10
Risk
10
Schätztheorie
10
Search theory
10
Suchtheorie
10
Incomplete market
9
Interest rate derivative
9
more ...
less ...
Online availability
All
Undetermined
76
Free
18
Type of publication
All
Article
264
Type of publication (narrower categories)
All
Article in journal
264
Aufsatz in Zeitschrift
264
Language
All
English
264
Author
All
Kabanov, Jurij M.
7
Benth, Fred Espen
6
Carr, Peter
6
Glasserman, Paul
6
Hobson, David G.
6
Filipović, Damir
5
Linetsky, Vadim
5
Belomestny, Denis
4
Jeanblanc, Monique
4
Lee, Roger
4
Obłój, Jan
4
Schweizer, Martin
4
Soner, Halil Mete
4
Touzi, Nizar
4
Alòs, Elisa
3
Bouchard, Bruno
3
Brigo, Damiano
3
Cox, Alexander M. G.
3
Kallsen, Jan
3
Kardaras, Constantinos
3
Keller-Ressel, Martin
3
Leblanc, Boris
3
Li, Lingfei
3
Mijatović, Aleksandar
3
Muhle-Karbe, Johannes
3
Nutz, Marcel
3
Scaillet, Olivier
3
Vargiolu, Tiziano
3
Arai, Takuji
2
Becherer, Dirk
2
Beek, Misha van
2
Bender, Christian
2
Carmona, René
2
Cont, Rama
2
Cuchiero, Christa
2
Dassios, Angelos
2
Detering, Nils
2
Eberlein, Ernst
2
Figueroa-López, José E.
2
Fontana, Claudio
2
more ...
less ...
Published in...
All
Finance and stochastics
International journal of theoretical and applied finance
531
The journal of futures markets
403
Journal of banking & finance
348
European journal of operational research : EJOR
293
The journal of computational finance
275
Mathematical finance : an international journal of mathematics, statistics and financial theory
273
Applied mathematical finance
260
Quantitative finance
258
Journal of econometrics
254
The journal of derivatives : the official publication of the International Association of Financial Engineers
254
Journal of economic dynamics & control
245
Finance research letters
220
NBER working paper series
195
Review of derivatives research
194
Computational economics
193
Insurance / Mathematics & economics
189
Discussion paper / Tinbergen Institute
179
Working paper / National Bureau of Economic Research, Inc.
174
Economics letters
167
NBER Working Paper
156
Working paper
156
Risks : open access journal
149
Journal of financial economics
146
Management science : journal of the Institute for Operations Research and the Management Sciences
146
Energy economics
141
Economic modelling
136
Applied economics
129
The European journal of finance
128
International journal of financial engineering
126
International review of economics & finance : IREF
120
Journal of mathematical finance
120
Research paper series / Swiss Finance Institute
120
Review of quantitative finance and accounting
120
The North American journal of economics and finance : a journal of financial economics studies
118
Journal of financial and quantitative analysis : JFQA
117
The review of financial studies
117
The journal of finance : the journal of the American Finance Association
110
SpringerLink / Bücher
108
Applied economics letters
105
more ...
less ...
Source
All
ECONIS (ZBW)
264
Showing
1
-
10
of
264
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multilevel Monte Carlo for exponential Lévy models
Giles, Michael B.
;
Xia, Yuan
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 995-1026
Persistent link: https://www.econbiz.de/10011944462
Saved in:
2
Speeding up the Euler scheme for killed diffusions
Çetin, Umut
;
Hok, Julien
- In:
Finance and stochastics
28
(
2024
)
3
,
pp. 663-707
Persistent link: https://www.econbiz.de/10015130359
Saved in:
3
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatović, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
Saved in:
4
The value of informational arbitrage
Chau, Huy N.
;
Cosso, Andrea
;
Fontana, Claudio
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 277-307
Persistent link: https://www.econbiz.de/10012253351
Saved in:
5
Local time, coupling and the passport option
Henderson, Vicky
;
Hobson, David G.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 69-80
Persistent link: https://www.econbiz.de/10001486624
Saved in:
6
Optimal stopping for a diffusion with jumps
Mordecki, Ernesto
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 227-236
Persistent link: https://www.econbiz.de/10001367337
Saved in:
7
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
8
Connecting discrete and continuous path-dependent options
Broadie, Mark
;
Glasserman, Paul
;
Kou, S. G.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 55-82
Persistent link: https://www.econbiz.de/10001367460
Saved in:
9
Extension of the corrected barrier approximation by Broadie, Glassermann and Kou
Hörfelt, Per
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 231-243
Persistent link: https://www.econbiz.de/10001762752
Saved in:
10
Optimal stopping and perpetual options for Lévy processes
Mordecki, Ernesto
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 473-493
Persistent link: https://www.econbiz.de/10001702783
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->